Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742859.6673 | 633712.8832 | 109146.7842 | 790201.6794 | 741578.922 | 48622.7575 |
Total P&L (%) | 742.8597 | 633.7129 | 109.1468 | 790.2017 | 741.5789 | 48.6228 |
Avg Daily Profit (%) | 0.409 | 0.3489 | 0.0601 | 0.1204 | 0.1173 | 0.0218 |
Buy And Hold Return (%) | 124.685 | 124.685 | 124.685 | 124.685 | 124.685 | 124.685 |
Max Trade Drawdown | -101776 | -97315 | -56304 | -595277 | -480893 | -348780 |
Profit Factor | 2.2193 | 2.8333 | 1.4141 | 1.2727 | 1.4913 | 1.035 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 52.0408 | 53.0612 | 51.0204 | 52.0408 | 53.0612 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.0452 | 2.5063 | 1.3575 | 1.1729 | 1.3192 | 0.9936 |
Largest Winning Trade | 386910 | 386910 | 45210 | 809101 | 809101 | 165274 |
Largest Losing Trade | -52954 | -52954 | -38986 | -302237 | -270504 | -302237 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 3289 | 1794 | 1495 | 3289 | 1794 | 1495 |
Profit Streak | 14.5624 | 66.5624 | 0 | 14.5624 | 66.5624 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520868 | 536540 | -277459 | -31226 | -33930 | -512938 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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